+45.4%
TRU vs BOXX
+18.5%
+27.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | -2.0% | +0.3% | -2.4% | -2.8% |
| 3M | +18.4% | +1.0% | +17.4% | +15.0% |
| 6M | +8.9% | +1.9% | +6.9% | +4.3% |
| YTD | -8.9% | +2.7% | -11.6% | -13.1% |
| 1Y | -15.9% | +4.0% | -19.9% | -19.5% |
| 3Y | -1.1% | +14.7% | -15.7% | +35.8% |
| All | +45.4% | +18.5% | +27.0% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling